Exercise plays an important role in affective regulation. In this chapter, we provide a timely overview of research on affective regulation from both exercise intervention and neural-based evidence. This chapter explores affective regulation through evolutionary perspectives, examines the social context of emotional experiences, delves into the functions of affect regulation, and uncovers its connections with neurophysiology. Subsequently, we review studies exploring the connection between affective regulation and exercise interventions that serve as the foundation for self-regulatory processes pertaining to emotions, affective valence, and mood states. We also included recent research on physical activity and its significance for mental health at the brain level. Finally, the chapter provides an in-depth exploration of contemporary approaches to research on affective regulation, including a comprehensive overview of brain assessment techniques for both eliciting and measuring affective regulation.